Skip to content
FIXtags

COMPONENT · SOURCE ID 4034

LegStreamCalculationPeriodDates

Definition

LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 41641 LegStreamCalculationPeriodDatesXIDfield—
  2. 41642 LegStreamCalculationPeriodDatesXIDReffield—
  3. 40265 LegStreamCalculationPeriodBusinessDayConventionfield—

    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.

  4. LegStreamCalculationPeriodBusinessCenterGrpgroup—

    When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.

  5. LegStreamCalculationPeriodDateGrpgroup—
  6. 40267 LegStreamFirstPeriodStartDateUnadjustedfield—
  7. 40268 LegStreamFirstPeriodStartDateBusinessDayConventionfield—

    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.

  8. LegStreamFirstPeriodStartDateBusinessCenterGrpgroup—

    When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.

  9. 40270 LegStreamFirstPeriodStartDateAdjustedfield—
  10. 40271 LegStreamFirstRegularPeriodStartDateUnadjustedfield—
  11. 40272 LegStreamFirstCompoundingPeriodEndDateUnadjustedfield—
  12. 40273 LegStreamLastRegularPeriodEndDateUnadjustedfield—
  13. 40274 LegStreamCalculationFrequencyPeriodfield—

    Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified.

  14. 40275 LegStreamCalculationFrequencyUnitfield—

    Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified.

  15. 40276 LegStreamCalculationRollConventionfield—

    When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates.

  16. 41643 LegStreamCalculationBalanceOfFirstPeriodfield—
  17. 41644 LegStreamCalculationCorrectionPeriodfield—

    Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified.

  18. 41645 LegStreamCalculationCorrectionUnitfield—

    Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified.

Used in messages

Direct parent structures